+194.0%
STT vs TRI
+225.2%
-31.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +4.8% | -2.9% | +7.7% | +5.7% |
| 30D | +3.9% | +3.7% | +0.2% | +1.8% |
| 3M | -8.2% | +3.7% | -11.9% | -10.8% |
| 6M | +15.6% | +35.1% | -19.5% | -1.9% |
| YTD | +37.6% | -14.0% | +51.6% | +41.6% |
| 1Y | +50.1% | -19.0% | +69.1% | +59.4% |
| 3Y | +183.1% | -12.0% | +195.0% | +171.4% |
| 5Y | +104.8% | +0.6% | +104.2% | +76.6% |
| All | +194.0% | +225.2% | -31.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling